+868.6%
MSFT vs Z
-7.0%
+875.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.4% | +5.3% | +0.1% |
| 7D | -1.4% | -3.3% | +1.8% | -0.8% |
| 30D | -1.0% | -3.7% | +2.7% | -0.5% |
| 3M | +20.2% | -7.0% | +27.2% | +21.3% |
| 6M | +21.3% | -29.5% | +50.8% | +28.4% |
| YTD | +2.8% | -52.6% | +55.3% | +16.5% |
| 1Y | 0.0% | -64.0% | +64.0% | +18.5% |
| 3Y | +51.2% | -36.4% | +87.7% | +55.4% |
| 5Y | +71.4% | -65.8% | +137.2% | +85.9% |
| 10Y | +868.6% | -5.8% | +874.4% | +683.8% |
| All | +868.6% | -7.0% | +875.6% | +683.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded Z wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling